pub fn parse_trade_bin(
bin: &BitmexTradeBin,
instrument: &InstrumentAny,
bar_type: &BarType,
ts_init: UnixNanos,
) -> Result<Bar>Expand description
Converts a BitMEX trade-bin record into a Nautilus [Bar].
ยงErrors
Returns an error when required OHLC fields are missing from the payload.